A GENERALIZATION OF FINSLER'S THEOREM FOR QUADRATIC INEQUALITIES AND EQUALITIES

ABSTRACT

A generalization is given of Finsler's theorem on the positivity of a quadratic form subject to a quadratic equality. The generalized result is, under a certain assumption, a set of necessary and sufficient conditions for non-negativity of a quadratic form subject to an arbitrary number of quadratic inequality and equality constraints. Certain properties of matrix inverses are deduced using the conditions.